JP Morgan Call 60 ADM 20.09.2024
/ DE000JK0N3U1
JP Morgan Call 60 ADM 20.09.2024/ DE000JK0N3U1 /
| 6/27/2024 2:37:35 PM |
Chg.-0.090 |
Bid8:16:02 PM |
Ask8:16:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.330EUR |
-21.43% |
0.320
Bid Size: 125,000 |
0.330
Ask Size: 125,000 |
Archer Daniels Midla... |
60.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
JK0N3U |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Archer Daniels Midland Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
1/25/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.06 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.30 |
| Parity: |
0.06 |
| Time value: |
0.27 |
| Break-even: |
59.55 |
| Moneyness: |
1.01 |
| Premium: |
0.05 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.02 |
| Spread %: |
5.88% |
| Delta: |
0.59 |
| Theta: |
-0.02 |
| Omega: |
9.89 |
| Rho: |
0.07 |
Quote data
| Open: |
0.330 |
| High: |
0.330 |
| Low: |
0.330 |
| Previous Close: |
0.420 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.13% |
| 1 Month |
|
|
-13.16% |
| 3 Months |
|
|
-47.62% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.420 |
0.320 |
| 1M High / 1M Low: |
0.490 |
0.310 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.380 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.389 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
166.02% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
